Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47720.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46325.52 Kr¶

PnL: ---------------------------------------> -563.05 Kr¶

DD now: ---------------------------------> -1.87 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:56:03.472815'

Anic Portfolio¶

Today¶

Return: -0.549 %¶

This Week¶

Return: -0.402 %¶

Total¶

Return: 56.225 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.490000 2824.500000 188.500000 7.150000 2636.000010
Beijer Electronics Group 26 -2.760000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 -1.120000 625.990000 48.990000 8.490000 576.999999
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.350000 395.600000 40.600000 11.440000 355.000000
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
HMS Networks 2 -1.060000 709.600000 36.600000 5.440000 673.000000
MedCap 2 -1.940000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 0.800000 608.520000 34.520000 6.010000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
SAAB B 8 0.050000 3404.800000 27.800000 0.820000 3377.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 0.070000 546.800000 19.800000 3.760000 527.000000
Securitas B 6 1.410000 588.120000 18.120000 3.180000 570.000000
Swedbank A 3 2.160000 580.800000 16.800000 2.980000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Nordea Bank Abp 29 0.510000 3461.440000 7.440000 0.220000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 0.870000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
CTEK 13 -3.270000 519.090000 -14.910000 -2.790000 533.999999
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
Midsona B 63 -0.880000 564.480000 -18.520000 -3.180000 582.999984
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.640000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -3.040000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 1.290000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 -1.630000 3601.000000 -155.000000 -4.130000 3756.000001
OX2 18 -0.190000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -3.750000 2802.800000 -559.200000 -16.630000 3361.999992
TOTAL 46325.520000 -563.050000 -1.87006% 46888.564618

Updated:¶

'2023-01-24 16:56:16.146883'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶